Alternate realities
There are all these dimensions, worlds, alternate realities and they’re all right on top of each other.
We however ended up in the one where we are now. But it was never really a choice, it was imposed on us. We wanted chances, choices, the possibilities of travelling to different dimensions and stay there, permanently. We wanted the prospects of discovering something different, something somewhat unreal, something that wasn't ours to behold - to us, that was freedom.
A new world, the world that was someone elses, but could eventually end up being ours, allowing us to develop our knowledge of the galaxies and lose ourselves in it.
Yet, the gods couldn't allow us to be more insightful than they are, so they stuck us in one dimension, and one only. But they couldn't let the beauty of the universe escape us either, so they created the concept of dreams, letting us get what is only a meer glimpse of what could be.